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고려대학교 교수소개

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생명과학대학

Home > 생명과학대학 > 식품자원경제학과

소개

Prof. 서병선

Phone : 82-2-3290-3032 
E-Mail : seomatteo@korea.ac.kr
  • About Professor
  • Curriculum vitae
  • Publication
  • Research
  • Teaching
  • Lab Members
  • Profile

    Byeongseon Seo (서병선)
     
    Office : Life Science East 211 
    Page : http:// faculty.korea.ac.kr/seo 
    Office Hours : Wednesdays 2:00-3:00, and by appointment 
    Address : Department of Food and Resource Economics
                     College of Life Science
                     Korea University
                     Seoul, 136-701
                     

     

  • Curriculum

    ▶ EDUCATION
     
    University of Rochester, Ph.D., Economics, 1996
    Seoul National University, M.A., Economics, 1987
    Seoul National University, B.A., Economics, 1985
     
      
     
    ▶ EXPERIENCE
     
    Korea University, Professor, 2008~
    Soongsil University, Associate Professor, 2006~2008
    Texas A&M University, Assistant Professor, 2003~2006
    Soongsil University, Assistant Professor, 1997~2003
     
     
    ▶ ACADEMIC POSITION
     
    President, Korean Association of Applied Economics, 2012~2013 
    Editor, Korean Review of Applied Economics, 2010~2011
    Associate Editor, Korean Econometric Association, 2009~2010
    Associate Editor, Korean Association of Applied Economics, 2006~2008
    Deputy Secretary, Korean Association of International Economics, 2009
    Deputy Secretary, Korean Econometric Association, 2001     
     
     
    ▶ AWARDS
     
    Chung-Ram Award, Korea Economic Association, 2008
    Namsan Academic Award, Korean Association of Applied Economics, 2010
    Academic Achievement Award, Soongsil University, 1998, 2003
     
     
    ▶ FIELD OF RESEARCH
    Time Series Econometrics, Econometric Theory, Applied Econometrics
     
     
    ▶ PUBLICATION
    Statistical inference on cointegration rank in error correction models with stationary covariates, Journal of Econometrics 85/2, 1998, 339-385.
    Tests for structural change in cointegrated systems, Econometric Theory 14/2, 1998, 221-258.
    Distribution theory for unit root tests with conditional heteroskedasticity, Journal of Econometrics 91, 1999, 113-144.
    Testing for two-regime threshold cointegration in vector error correction models, Journal of Econometrics 110, 2002, 293-318. (Coauthor: B. Hansen)
    Nonlinear mean reversion in the term structure of interest rates, Journal of Economic Dynamics and Control 27, 2003, 2243-2265.
    Efficient estimation of the cointegrating vector in error correction models with stationary covariates, Journal of the Korean Statistical Society 34, 2005, 345-366.
    Testing for Smooth Transition Nonlinearity in Partially Nonstationary Vector Autoregressions, Journal of the Korean Statistical Society 36, 2007, 257-274.
    Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity, Journal of Econometrics 137, 2007, 68-111.
    The impact of the Asian financial crisis on foreign exchange market efficiency: the case of the East Asian countries, Pacific Basin Finance Journal 11, 2003, 509-525. (Coauthor: B. JRational Expectations, Long-run Taylor Rule, and Forecasting Inflation, Seoul Journal of Economics 20, 2007, 239-262. (Coauthor: Sokwon Kim)
    Nonlinear monetary policy reaction with asymmetric central bank preferences: some evidence for Korea, Hitotsubashi Journal of Economics 49, 2008, 91-108. (Coauthor: Sokwon K
    Asymmetric Dividend Smoothing in the Aggregate Stock Market, Quantitative Finance 10, 2010, 349-355. (Coauthor: Sokwon Kim)
    Nonparametric Testing for Linearity in Cointegrated Error-Correction Models, Studies in Nonlinear Dynamics and Econometrics, 2011
    Hysteresis and Averaging the Forecasts of Exchange Rates, Seoul Journal of Economics, 2011
     
    ▶ PRESENTATION
    International Association for Energy Economics, Kyoto, Japan, 2012
    2012 Hitotsubashi-Sogang Conference on Econometrics, Seoul, Korea, 2012
    University of Goettingen , Germany, 2010
    Meeting of Japan Applied Economics Association, Kobe, Japan, 2009
    Japan Society of International Economics, Tama, Japan, 2009
    Taiwan National University, Taiwan, 2008
    Far Eastern Meeting of Econometric Society, Singapore, July 2008
    Rice University, September 2005
    Texas Econometrics CAMP, February 2005
    Texas Econometrics CAMP, Dallas, 2004
    Far Eastern Meeting of Econometric Society, Seoul, June 2004
    Texas A&M University, February 2003
    Econometric Society (jointly with 2004 ASSA meetings), San Diego, January 2004
    Econometric Society (jointly with 1999 ASSA meetings), January 1999, N.Y.
    Far Eastern Econometric Society, Kobe, Japan, July 2001
    53rd Session of International Statistical Institute, Seoul, August 2001
    Computational Economics Society, Barcelona, Spain, June 2000
    University of Missouri, February 1997
    Columbia University, January 1996
     
    ▶ JOURNALS REFERRED
    Journal of Econometrics, Econometric Theory, Journal of Business Economics and StatisticsJapan Society of Journal of Applied Econometrics, Journal of Time Series Analysis, Econometric Reviews
    Econometrics Journal, Economic Inquiry, International Economics Journal
     
    ▶ COURSES
    Econometrics, Time Series Econometrics, Texas A&M University
    Applied Econometrics, Forecasting, Macroeconomics, Korea University
    Advanced Econometrics, Seoul National University
    Econometrics, Time Series Econometrics, Microeconometrics, Financial Econometrics, Soongsil University
    Advanced Econometrics, Sogang University
     

     

  • Publication

    1. Tests for structural change in cointegrated systems, Econometric Theory 14/2, 1998, 221-258.   
    2. Statistical inference on cointegration rank in error correction models with stationary covariates, Journal of Econometrics 85/2, 1998, 339-385.
    3. Distribution theory for unit root tests with conditional heteroskedasticity, Journal of Econometrics 91, 1999, 113-144.
    4. Testing for two-regime threshold cointegration in vector error correction models, Journal of Econometrics 110, 2002, 293-318. (Coauthor: B. Hansen)
    5. Forecasting interest rates and inflation: the use of nonlinear mean reversion in the term structure, BOK Economic Papers 5, 2002, 20-51.
    6. Nonlinear mean reversion in the term structure of interest rates, Journal of Economic Dynamics and Control 27, 2003, 2243-2265.
    7. The impact of the Asian financial crisis on foreign exchange market efficiency: the case of the East Asian countries, Pacific Basin Finance Journal 11, 2003, 509-525. (Coauthor: B. Jeon)
    8. Efficient estimation of the cointegrating vector in error correction models with stationary covariates, Journal of the Korean Statistical Society 34, 2005, 345-366.
    9. Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity, Journal of Econometrics 137, 2007, 68-111.
    10. Testing for Smooth Transition Nonlinearity in Partially Nonstationary Vector Autoregressions, Journal of the Korean Statistical Society 36, 2007, 257-274.
    11. Rational Expectations, Long-run Taylor Rule, and Forecasting Inflation, Seoul Journal of Economics 20, 2007, 239-262. (Coauthor: Sokwon Kim)
    12. Nonlinear monetary policy reaction with asymmetric central bank preferences: some evidence for Korea, Hitotsubashi Journal of Economics 49, 2008, 91-108. (Coauthor: Sokwon Kim)
    13. Asymmetric Dividend Smoothing in the Aggregate Stock Market, Quantitative Finance 10, 2010, 349-355. (Coauthor: Sokwon Kim)
    14. Structural Change in Stock Price Volatility of Asian Financial Markets, Journal of Economic Research 15, 2010, 1-27. (Coauthor: Jinwoong Kim, David Leatham)
    15. Nonparametric Testing for Linearity in Cointegrated Error-Correction Models, Studies in Nonlinear Dynamics & Econometrics, 2011
    16. Hysteresis and Averaging the Forecasts of Exchange Rates, Seoul Journal of Economics, 2011. 
     
    Publication (Korean)
     
    1. 기대가설과 이자율 기간구조의 비선형조정과정, 경제학연구 48/1, 2000, 63-83.
    2. 통화량, 산업생산, 환율의 장기균형관계에 대한 연구, 경제학연구 49/1, 2001, 245-272.
    3. Threshold Cointegration을 이용한 KOSPI200 현선물의 비선형 동적관계 연구, 선물연구 9/1, 2001, 105-139. (고 봉찬, 김 봉한 공저)
    4. 통화실종과 한국 통화수요함수의 장기안정성 검정, 계량경제학보 12/3, 2001, 83-117.
    5. 이자율 기간구조를 이용한 이자율과 인플레이션 예측, 경제분석 8/1, 2002, 31-65.
    6. 직종선택과 성별 임금격차, 국제경제연구 8/1, 2002, 15-54. (임 찬영 공저)
    7. 국채수익률과 신용 스프레드에 대한 동태적 분석, 금융학회지 8, 2003, 61-85. (김 혁황 공저)
    8. 조건부 이분산성을 이용한 장기균형관계의 효율적 추정, 계량경제학보 14, 2003, 37-76.
    9. 자본이동성 측정연구: 패널 단위근 검정법과 TECM의 사용, 경제학연구 2003, 31-52 (김 봉한, 김 홍기 공저)
    10. 가계생산과 기혼여성의 노동공급, 국제경제연구 10, 2004, 141-167 (임 찬영 공저)
    11. KOSPI 200 주가지수 옵션시장 풋-콜 패리티의 비선형 동적균형조정, 응용경제 10, 2008, 135-161.
    12. 패널 자료를 이용한 농가구 소비지출패턴에 대한 연구: 도시 가구와의 비교, 농업경제연구, 2008 (김 기환 공저)
    13. 기업간 협력과 기술 혁신, 경상논총, 2008. (이 광호, 배 용호 공저)
    14. 비정규직 근로자의 인적자본 수익률에 대한 연구, 노동정책연구, 2009 (임 찬영 공저)
    15. 소비함수를 이용한 자영업자 소득추계: 보육복지혜택 제공을 중심으로, 숭실경영연구, 2010 (조우현 공저)
    16. 국제상품시장과 채권 주식시장의 가격 및 변동성의 상호연계성에 대한 연구, 국제경제연구, 2010 (김진호 공저)
    17. 국제상품시장의 가격 동조화와 변동성 전이효과 , 농업경제연구 , 2011. ( 김진호 공저 )
    18. 조건부 이분산성에 강건한 장기균형검정 , 계량경제학보 , 2010
    19. 지역난방 열에너지 수요예측 , 에너지경제연구, 2012. ( 심 상렬 공저 )
    20. 상대가격 변동과 인플레이션 , 국제경제연구 , 2012. ( 최수경 공저 )

     

    기타논문
     
    Extent of Market, Technological Change, and Economic Growth - A Cross-Country Study 1971-1990, 류동길 교수 정년기념논문집, 2003. 
    풋-콜 패리티를 이용한 KOSPI200 옵션시장의 효율성 분석, 박태하 교수 정년기념논문집, 2004, (김 혁황 공저)
     
     
    학술저서
    동아시아 경제론, 권 태한, 배 용호 편저, 2001, 서울대학교 출판부, 한국 정보통신산업의 연구개발투자의 수익률 측정.
     계량경제분석: 이론과 응용. 2012. 무역경영사 (송치영 공저)
  • Research

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  • Teaching

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  • Lab Members

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